CODEWITHSUNDEEP
statisticssas-jmp
dsmalenb
dsmalenb

Reputation: 149

STATS: Interpreting KSL test in JMP

JMP has very little documentation on the KSL test when testing for normality. My data set is 10k large and I obtain the following when applying a goodness-of-fit test. Can someone make sense of the JMP output for me?

D Prob>D 0.081786 < 0.0100*

Note: H0 = The data is from the Normal distribution. Small p-values reject H0.

I suspect the interpretation is that the data is not from a normal distribution. Yet their results and formatting are confusing to me.

Thank you!

Upvotes: 0

Views: 945

Answers (1)

Kardo Paska
Kardo Paska

Reputation: 584

Your formatting is kind of messed up, but I know what you're talking about.

In short, this JMP output is telling you that your data is not from a Normal distribution. The less than sign < is part of the p-value output interpretation, telling you that the 

    Prob[D > D_critical] is less than 0.01

or

    Prob[0.081786 > D_critical] < 0.01

This is probably related to how JMP calculates the KSL test stat and CDF since the KSL test is an empirical distribution. In the sense that the algorithm used won't continue calculating the p-value below 0.01, so it just says that your p-value is less than 0.01.

If you do this test in JMP where the null is not rejected, the Prob>D will show you "> 0.15", because their algorithm simply stops calculating once it hits 0.15.

Upvotes: 0

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